Try tuning your MPG, you will find it on Function Config menu the Calibrate MPG, remember to save after you have done this.
My MPG will move my lathes axis at 13,300mm/min if I wind fast, as I slow down it will slow down, when I get close to where I want I change to multistep and sneak up the last fractions. Also if I stop winding my MPG my axis stops, thats how it should be, if you have really slow accelleration then it may continue slightly after your MPG halts but it should be the same with the jog keys. If yours takes longer to stop than with the Jog keys you are needing to tune the MPG.
Hood